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Study on theoretical framework of statistical methods

Research Project

Project/Area Number 10480051
Research Category

Grant-in-Aid for Scientific Research (B).

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionMeiji Gakuin University

Principal Investigator

TAKEUCHI Kei  Professor, Faculty of International Studies, Meiji Gakuin University, 国際学部, 教授 (20012114)

Co-Investigator(Kenkyū-buntansha) SHIBATA Ritei  Professor, Faculty of Science and Technology, Keio University, 理学部, 教授 (60089828)
AKAHIRA Masafumi  Professor, Institute of Mathematics, University of Tsukuba, 数学系, 教授 (70017424)
NISHIO Atsushi  Professor, Faculty of Economics, Meiji Gakuin University, 経済学部, 教授 (00143686)
TAKAHASHI Hajime  Professor, Faculty of Economics, Hitotsubashi University, 経済学部, 教授 (70154838)
TAKEMURA Akimichi  Professor, Faculty of Economics, University of Tokyo, 経済学部, 教授 (10171670)
Project Period (FY) 1998 – 2000
Project Status Completed (Fiscal Year 2000)
Budget Amount *help
¥11,600,000 (Direct Cost: ¥11,600,000)
Fiscal Year 2000: ¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 1999: ¥3,800,000 (Direct Cost: ¥3,800,000)
Fiscal Year 1998: ¥4,400,000 (Direct Cost: ¥4,400,000)
KeywordsStatistical prediction / Statistical applied decision theory / Non-stationary times series / Non-normal distribution / Statistical model selection / Non-parametric and semi-parametric methods / Non-regular estimation / 統計的決定理論 / ノンパラメトリッフ法 / 予測限界 / ノンパラメトリック法 / AIC / 大偏差近似
Research Abstract

Mathematical theory of statistical inference has been extensively developed in the last century, but in the last few decades it reached to more or less maturity, and theoretical research effort within the conventional framework now suffers diminishing rate of return. It is now required to try new directions of research, and this project was planned to review critically the present theoretical framework and to consider new formulations of theory and methods of statistical problems which are important in various fields of practical application.
Statistical problems in various fields, such as clinical trials, human genome analysis, image processing, analysis of languages, financial engineering have been discussed. The common features of the problem we encounter in such fields are that we have a large amount of not uniformly controlled data, unlike small number of well controlled data in classical cases, and we cannot apply simply models characterized by few parameters to them. Also regularity conditions assumed in the classical theory often fail to hold, and various anomalies could happen. In such cases "optimum" or "best" solutions are usually difficult to be determined and we have to be satisfied with practically "workable" solutions. Also it is necessary to consider the real "objective" of practical data analysis, and "applied decision theory" approach must be taken into consideration.
We got a number of results by the participants of the project, which have been and yet to be published in separate articles.

Report

(4 results)
  • 2000 Annual Research Report   Final Research Report Summary
  • 1999 Annual Research Report
  • 1998 Annual Research Report
  • Research Products

    (36 results)

All Other

All Publications (36 results)

  • [Publications] 谷口正信 他: "Discrimination and Clustering for Multivariate Time Series"Journal of the American Statistical Association. Volume 93 Number 441. 329-340 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 岸野洋久 他: "国際的質問紙法心理テストのオリジナルMMPI(MMPI-1)とMMPI-2の連続性について-邦訳版による伝統的基礎尺度保持の検討"北里医学. Vol.28No.6. 497-478 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 赤平昌文: "On the normalized deficiency of estimators"Metron. LVIIn.3-4. 25-34 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 矢島美寛 他: "Parameter Estimation OF Unit Root Processes With Missing Observations"J.JAPAN STATIST.SOC.. Vol 29No.2. 181-200 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 藤越康祝: "Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are large"Journal of Multivariate Analysis 73. 1-17. (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 広津干尋 他: "Simnltareons confidence intervals based on one-sided max t test"Statistics & Probability Letters. 49. 25-37 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 谷口正信(共著): "Asymptotic Theoretical Inference for Time Series"Springer Verlug New York. 600 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 森棟公夫: "計量経済学"東洋経済出版社. (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Masanobu Taniguchi: "Discrimination and Clustering for Multivariate Time Series"Journal of the American Statistical Association. Vol.93, No.441. 329-340 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Nariaki Sugiura: "Exact Power of Classical Tests for Bivariate Linear Hypotheses"Applied Statistical Science, III ISBN 1-56072 581 8, Nova Science Publishers, Inc.. 377-391 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Masafumi Akahira: "On the Normalized Deficiency of Estimators"Metron LV II n. 3-4. 25-34 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Yoshiriro Yajima and Haruhisa Nishino: "Parameter Estimation of Unit Root Processes With Missing Observations"J.JAPAN STATIST SOC. Vol.29 No.2. 181-200 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Yasunori Fujikoshi: "Error Bounds for Asymptotic Approximation of the Liner Discriminant Function When the Sample Sizes and Dimensionality are Large"Journal of Multivariate Analysis. 73. 1-17 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Chihiro Hirotsu and Muni S.Srivastava: "Simultaneous Confidence Intervals Based on One-sided max t test"Statistics & Probability Letters. 49. 25-37 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] Masanobu Taniguchi: "Asymptotic Theoretical Inference for Time Series"Springer Verlug New York. (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] 竹村彰通(共著): "Tail Probabilities of the Limiting Null Distributions of the Anderson-Stephens Statistics"Discussion Paper Series (Center For International Research On The Japanese Economy). F-77. (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 高橋一(共著): "On Pricing Exponential Square Root Barrier Knockout European Options"Discussion Paper Series (Graduate School of Economics Hitotsubashi University). #2000-06. (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 赤平昌文 他: "Prediction sufficiency and sequential experimentation"Metron. M81. 1-8 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 岸野洋久 他: "全国高齢者に対する12年間の縦断調査の脱落者・継続回答者の特性"日本公衆衛生雑誌. 第47巻. 337-349 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 広津千尋: "東京大学における入試追跡調査の概要"大学入試センター入試フォーラム研究ノート. 7-13 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 竹内啓,赤平昌文: "Minimax Approach To Sequential Bernoulli Trials"Mathematical Research Note (Institute of Mathematic University of Tsukuba). 2000-011. (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 狩野 裕: "Delta method approach in a certain irregular condition"Communication in Statistic, Theoryaud Methods. 28-3,4. 789-807 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 谷口 正信: "Statistical analysis based on functionals of nonparawetnic apectal density estinater"Asymptotics Nonparametrics and Time Series. 351-394 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 赤平 昌文: "The concept of normatized deficiency and its spplications"Statistics & Decisions. 17-4. 403-411 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 赤平 竹内: "The higher order large-deviation approximation for the distribution of the sum of independent discrete random variables"Commun. Statist.- Theory Meth.. 28-3,4. 704-726 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 竹村 彰通(共著): "Shrinkage to smooth non-convex cone: principal conponent analysis as stein estiiwation"Commun. Statist.- Theory Meth.. 28. 651-669 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 岸野 洋久(共著): "遺伝的アルゴリズムと情報量基準に基づく複数QOL検出法"日本計量生物学会誌. 20-1. 77-92 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 谷口 正信(共著): "Asymptotie Theoretical Inference for Time Series"Springer Verlug New York. 630 (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] 森棟 公夫: "計量経済学"東洋経済出版社. (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] 赤平 竹内: "The higher order large-deviation approximation for the distribution of the sum of independent discrete random variables" Commun Statist-Theory and Method. 28-3,4. (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] 岸野 他: "Estimation the rate evolution of the rate of malesular evolution" Molecular Biology and Evolution. 1647-1657

    • Related Report
      1998 Annual Research Report
  • [Publications] 狩野 裕: "タレント好感度データの分析-調査データの相関はなぜ低い" 共分散構造分析[事例編]. 9-21 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 渋谷 政昭: "The number of unique individuals in population and sample" Asian Regional Section of the International Association. 2-4. 655-661 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 西尾 敦: "Nonparanetric Inference Based on a Extremely Small Sample" Discussion Paper Dept Economics Meiji Gakuin Univ. 98-1. (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 谷口 他: "On large deviation princeple of several statistics for short-long memory processes" Austral.New Zealand J.Statist. 40. 17-20 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] 谷口 他: "Asymptotic Theory of Statistical Inference for Time Series" Springer-Verlag, (1999)

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2016-04-21  

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